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Enterprise Risk Management in Banks
  • Overview
  • Objectives & Outline
  • Methodology
  • Participant Profile
  • Trainer
  • Overview
    PROGRAMME DETAILS

    DATE

    7 - 8 September 2020

    TIME

    3:00pm - 6:00pm (3-hour sessions each day)

    TRAINING PLATFORM

    Zoom
    This programme reviews accepted best-practices for Enterprise Risk Management (ERM) in banking organisations and covers pivotal topics for chief risk officers in banking organisations today.

    Taking a top level and more strategic view on the risks the bank runs, the programme covers all key risk types – both financial and non-financial – and shows the integrated nature of these risks. It will also help to improve understanding and foster influence and effective collaboration among key stakeholders in the risk management process.

    Participants learn how to explain stakeholders’ complex concepts, including the definitions and measurements associated with various risks to which banks are exposed.

    LEARNING LEVEL

    Intermediate

    PROGRAMME FEE

    MYR

    1,900 / 

    USD

    430

    *Subject to 6% Service Tax per pax

  • Objectives & Outline
    LEARNING OBJECTIVES
    Upon completion of this programme, participants will be able to:
      
    • Discuss how risk links with strategy and risk appetite
    • Explain the meaning of key risks and their linkages to other risks
    • Review risk measurement techniques and methodologies
    • Understand the operation of ERM within a bank
    • Be aware of current issues of chief risk officers in banks
    PROGRAMME OUTLINE
    This online programme will be delivered in 4 modules (1.5 hours per module)

    Module 1
    Risks and Risk Management

    • Risk identification: core banking risks
    • Key linkages between credit, liquidity and market risks
    • Risks inherent in people and technology: operational risks, conduct risks and IT risks
    • Top and emerging risks: a 2020 perspective
    • Economic capital as an integrated risk measure
    • Overall ERM framework
    • Key risk and performance indicators
    • The risk appetite statement
    • Stakeholder requirements
           - Investor focus
           - Regulatory focus
           - Basel III and Basel IV
           - Supervisory review and evaluation process (SREP)

    Credit Risk
    • Principle sources
    • Credit risk principles
    • Underwriting standards
    • Rating, scoring and credit parameters
    • Credit portfolio/exposure management
    • Credit risk treatment under Basel IV (standardised approach)
    • Collateral management
    • Counterparty credit risk & credit valuation adjustment (CVA) issues
    • Asset quality, nonperforming loans
    • Regulatory metrics
    • Case study : international bank(s)

    Module 2
    Liquidity Risk

    • Internal liquidity adequacy and assessment process (ILAAP)
    • Asset and liability mismatches and liquidity gaps
    • Contractual versus behavioural gaps
    • Liquidity
           - Liquid assets
           - Liquidity coverage ratio (LCR)
           - Internal liquidity buffer
    • Funding
           - Funding sources
           - Stable funding versus market funding
           - Net stable funding ratio (NSFR)
    • Liquidity risk stress testing
           - Types of scenarios
           - Idiosyncratic risks
           - Systemic risks
           - Time horizon
    • Intraday liquidity risk management
    • Contingency funding plan
    • Group discussion: risk management in banks – current focus and issues

    Module 3
    Market Risk
    • Revised market risk framework, fundamental review of the trading book (FRTB)
    • Boundary between banking book and trading book
    • Interest Rate Risk in the Banking Book (IRRBB)
           - Sources of IRRBB
           - Asset and liability mismatches and interest gaps
           - Behavioural and modelling/treatment of non- maturing deposits
           - Net interest income (NII) sensitivity and measures
           - Equity sensitivity and economic value of equity (EVE)
           - Interest rate shock scenarios
           - Standardised treatment of IRRBB under the Pillar 2
    • Market risk traded portfolios
           - Criteria trading desks
           - Sensitivities-based method: delta risk, vega risk, curvature
           - Default risk charge
           - Residual risk
           - Value-at-Risk (VaR)
           - Expected shortfall (ES)
    • Operational Risk (OpRisk)
           - OpRisk fundamentals
           - OpRisk losses
           - Qualitative and quantitative measures
           - Self-assessment
           - OpRisk indicators
           - Information technology risks: data privacy, information security, cyber risk, 
             cloud computing and other issues
           - Legal risk
           - Capital adequacy for OpRisk: The Basel IV approach

    Module 4
    Business, strategic and other risks

    • Business and strategic risks
    • Compliance risk
    • Company-specific risks: human resources, conduct, pensions, projects, mergers & acquisitions
    • Model risk
    • Environmental, social and governance issues (ESG)
    • Solvency versus economic viability
    • Reputational Risk

    Capital and liquidity planning and stress testing
    • Solvency versus economic viability
    • Internal capital adequacy assessment process (ICAAP)
    • Internal liquidity adequacy assessment process (ILAAP)
    • Stress Testing

    Group discussion: risk management in banks – current focus and issues

  • Methodology

    Online lecture, including presentations, case studies and discussions


    Technical Requirements:

    • Desktop, notebook or tablet with camera, speaker and microphone
    • Internet access
    • Software used: Zoom (no subscription necessary for participants)

  • Participant Profile
    This programme will benefit staff at financial institutions of all sizes, and in particular managers/staff currently working in the following functions:
    • Line of Business
    • Risk Management and Internal Controls
          - Credit Risk
          - Market Risk
          - Liquidity Risk
          - Operational Risk
          - Enterprise-wide Risk
    • Governance and Compliance
    • Finance and Treasury
    • Investor Relations
    • Audit
  • Trainer

    Peter Buerger

    Peter Buerger is the managing partner of Risk & More. Buerger has more than 30 years’ experience in the financial services industry and has acted in various senior management capacities in both strategic and operative functions. His core areas of work and experience include governance and enterprise risk management.

    Buerger is a former EVP in various roles in large banking organizations and has been working as a consultant since 2010. He has trained executives in banks, corporations and institutions in a variety of governance, risk management and regulation subjects in almost 40 countries, including 4 countries in Africa
    Buerger is associated with leading business schools and industry trade associations in the European Union and the United States, in particular
    • Frankfurt Institute for Risk Management and Regulation (“FIRM”), Frankfurt, Germany
    • L’institute d’études politiques de Paris (“SciencesPo”), Paris, France
    • Pacific Coast Banking School (“PCBS”), in partnership with the Graduate School Business at the University of Washington, Seattle, Washington, USA
    • Sir John Cass Business School (“Cass”), City University, London, United Kingdom
    • The Risk Management Association (“RMA”), Philadelphia, Pennsylvania, USA

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